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Bayesian optimization is a popular formalism for global optimization, but its computational costs limit it to expensive-to-evaluate functions. A competing, computationally more efficient, global optimization framework is optimistic…

Machine Learning · Computer Science 2022-09-05 Julia Grosse , Cheng Zhang , Philipp Hennig

We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

Computation · Statistics 2019-11-05 Siddhant Wahal , George Biros

In the era of Big Data, scalable and accurate clustering algorithms for high-dimensional data are essential. We present new Bayesian Distance Clustering (BDC) models and inference algorithms with improved scalability while maintaining the…

Methodology · Statistics 2024-09-02 Rafael Cabral , Maria de Iorio , Andrew Harris

Bayesian optimization (BO) is one of the most effective methods for closed-loop experimental design and black-box optimization. However, a key limitation of BO is that it is an inherently sequential algorithm (one experiment is proposed per…

Machine Learning · Statistics 2023-11-21 Leonardo D. González , Victor M. Zavala

Within the framework of complex system design, it is often necessary to solve mixed variable optimization problems, in which the objective and constraint functions can depend simultaneously on continuous and discrete variables.…

Optimization and Control · Mathematics 2020-03-10 Julien Pelamatti , Loic Brevault , Mathieu Balesdent , El-Ghazali Talbi , Yannick Guerin

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

We are often interested in identifying the feasible subset of a decision space under multiple constraints to permit effective design exploration. If determining feasibility required computationally expensive simulations, the cost of…

Machine Learning · Computer Science 2020-06-25 Alma Rahat , Michael Wood

The extraordinary advancements in neuroscientific technology for brain recordings over the last decades have led to increasingly complex spatio-temporal datasets. To reduce oversimplifications, new models have been developed to be able to…

Methodology · Statistics 2020-09-22 Nicolo' Margaritella , Vanda Inacio , Ruth King

Here we introduce a new design framework for synthetic biology that exploits the advantages of Bayesian model selection. We will argue that the difference between inference and design is that in the former we try to reconstruct the system…

Molecular Networks · Quantitative Biology 2015-05-27 Chris Barnes , Daniel Silk , Xia Sheng , Michael P. H. Stumpf

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Phase estimation protocols provide a fundamental benchmark for the field of quantum metrology. The latter represents one of the most relevant applications of quantum theory, potentially enabling the capability of measuring unknown physical…

Regression for spatially dependent outcomes poses many challenges, for inference and for computation. Non-spatial models and traditional spatial mixed-effects models each have their advantages and disadvantages, making it difficult for…

Methodology · Statistics 2017-08-02 John Hughes

We present a novel Bayesian spatial disaggregation model for count data, providing fast and flexible inference at high resolution. First, it incorporates non-linear covariate effects using penalized splines, a flexible approach that is not…

Methodology · Statistics 2026-04-13 Sara Rutten , Thomas Neyens , Elisa Duarte , Christel Faes

When the data do not conform to the hypothesis of a known sampling-variance, the fitting of a constant to a set of measured values is a long debated problem. Given the data, fitting would require to find what measurand value is the most…

Data Analysis, Statistics and Probability · Physics 2020-07-21 Giovanni Mana , Enrico Massa , Maria Predescu

Bayesian optimization has emerged as a highly effective tool for the safe online optimization of systems, due to its high sample efficiency and noise robustness. To further enhance its efficiency, reduced physical models of the system can…

Machine Learning · Computer Science 2024-06-18 Jannis O. Lübsen , Christian Hespe , Annika Eichler

Complex system design problems, such as those involved in aerospace engineering, require the use of numerically costly simulation codes in order to predict the performance of the system to be designed. In this context, these codes are often…

Optimization and Control · Mathematics 2024-02-14 Loic Brevault , Mathieu Balesdent

In the design of clinical trials, it is essential to assess the design operating characteristics (e.g., power and the type I error rate). Common practice for the evaluation of operating characteristics in Bayesian clinical trials relies on…

Methodology · Statistics 2026-03-17 Luke Hagar , Shirin Golchi

Epidemiological investigations of regionally aggregated spatial data often involve detecting spatial health disparities among neighboring regions on a map of disease mortality or incidence rates. Analyzing such data introduces spatial…

Methodology · Statistics 2025-11-21 Kyle Lin Wu , Sudipto Banerjee

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

Methodology · Statistics 2024-12-02 Masahiro Tanaka

Bayesian model selection is a tool to decide whether the introduction of a new parameter is warranted by data. I argue that the usual sampling statistic significance tests for a null hypothesis can be misleading, since they do not take into…

Astrophysics · Physics 2008-11-26 Roberto Trotta